Simulation of a fractional Brownian motion in the space \(L_p([0,T])\) (Q3120621)
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scientific article; zbMATH DE number 7032030
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| English | Simulation of a fractional Brownian motion in the space \(L_p([0,T])\) |
scientific article; zbMATH DE number 7032030 |
Statements
Simulation of a fractional Brownian motion in the space $L_p([0,T])$ (English)
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5 March 2019
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Gaussian processes
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fractional Brownian motion
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simulation
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sub-Gaussian processes
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0.9283255338668824
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0.9038546681404114
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0.8550198674201965
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0.8505922555923462
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0.8236109018325806
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